Periodogram estimates in nonlinear regression models with long-range dependent noise

DOI10.1007/S10559-013-9549-5MaRDI QIDQ466413zbMATH OpenOpenAlexFDO

Authors G. D. Bila, Pavel S. Knopov

Publication date 27 October 2014

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-013-9549-5

zbMATH Keywords

Gaussian stationary processlong-range dependenceperiodogram estimatestrong consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(11)

• Semiparametric analysis of long-range dependence in nonlinear regression
• Identification of a nonparametric signal under strongly dependent random noise
• Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane
• Multivariate Non-Linear Regression with Applications
• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise
• Using the periodogram to estimate period in nonparametric regression
• Detection of hidden periodicities in models with discrete time and long range dependent random noise
• Estimating long-range dependence in the presence of periodicity: An empirical study
• Asymptotic properties of periodogram-like estimates for chirp signal parameters
• General model selection estimation of a periodic regression with a Gaussian noise

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